ECTS - Applied Time Series Analysis

Applied Time Series Analysis (ECON516) Course Detail

Course Name Course Code Season Lecture Hours Application Hours Lab Hours Credit ECTS
Applied Time Series Analysis ECON516 Area Elective 3 0 0 3 5
Pre-requisite Course(s)
N/A
Course Language English
Course Type Elective Courses
Course Level Social Sciences Master's Degree
Mode of Delivery Face To Face
Learning and Teaching Strategies Lecture, Question and Answer, Drill and Practice.
Course Coordinator
Course Lecturer(s)
  • Dr. Mustafa Can Küçüker
Course Assistants
Course Objectives The aim of this course is to provide students the ability to understand, apply and interpret time series techniques used in applied economics literature.
Course Learning Outcomes The students who succeeded in this course;
  • At the end of this course, a student will be able to analyze economic and financial data; to build and estimate appropriate time series models; to explain estimated models and make inferences.
Course Content Stationarity, unit root tests, unit root tests with structural break, concept of cointegration, cointegration tests, non-linear time series models.

Weekly Subjects and Releated Preparation Studies

Week Subjects Preparation
1 Basic econometrics Lecture Notes
2 Basic econometrics Lecture Notes
3 Stationarity, weak dependency Lecture Notes
4 Unit root tests Lecture Notes
5 Unit root tests with structural break Lecture Notes
6 Dominant property, common feature, cointegration Lecture Notes
7 Cointegration tests: Engle-Granger Lecture Notes
8 MIDTERM EXAM
9 Time series filtering techniques Lecture Notes
10 Dual Adjustment Approach Lecture Notes
11 ARDL Models Lecture Notes
12 NARDL Models Lecture Notes
13 Application Lecture Notes
14 FINAL EXAM

Sources

Course Book 1. Gujarati D. N. (Çeviri: Şenesen Ü. ve Şenesen G. G.), 2012, Temel Ekonometri, Literatür Yayıncılık.
Other Sources 2. Ekonometri ve Zaman Serisi Analizi ile ilgili Peryodik Yayınlar, Akademik Dergiler / Prediodicals and Academic Journals related to Econometrics and Time Series Analysis

Evaluation System

Requirements Number Percentage of Grade
Attendance/Participation - -
Laboratory - -
Application 1 20
Field Work - -
Special Course Internship - -
Quizzes/Studio Critics - -
Homework Assignments - -
Presentation - -
Project - -
Report - -
Seminar - -
Midterms Exams/Midterms Jury 1 30
Final Exam/Final Jury 1 50
Toplam 3 100
Percentage of Semester Work
Percentage of Final Work 100
Total 100

Course Category

Core Courses X
Major Area Courses
Supportive Courses
Media and Managment Skills Courses
Transferable Skill Courses

The Relation Between Course Learning Competencies and Program Qualifications

# Program Qualifications / Competencies Level of Contribution
1 2 3 4 5
1 To compare main microeconomic theories, approaches and make a critical evaluation of each X
2 To compare main macroeconomic theories, approaches and make a critical evaluation of each X
3 To apply mathematical modeling X
4 To employ statistical and econometric tools in analyzing an economic phenomena X
5 To analyze the main economic indicators and comment on them X
6 To acquire theoretical knowledge through literature survey and derive empirically confirmable hypothesis X
7 To make a research design and carry it out within predetermined time frames X
8 To be able to develop new approaches for complex problems in applied economics and/or apply statistical/econometric tools to new areas/problems X
9 To formulate and present policy recommendations based on academic research X
10 To combine economic knowledge with other disciplines in order to solve problems requiring scientific expertise X
11 To use information technology effectively X
12 To continue learning and undertake advanced research independently X

ECTS/Workload Table

Activities Number Duration (Hours) Total Workload
Course Hours (Including Exam Week: 16 x Total Hours) 14 3 42
Laboratory
Application
Special Course Internship
Field Work
Study Hours Out of Class 14 3 42
Presentation/Seminar Prepration 1 21 21
Project
Report
Homework Assignments
Quizzes/Studio Critics
Prepration of Midterm Exams/Midterm Jury 1 10 10
Prepration of Final Exams/Final Jury 1 10 10
Total Workload 125